using System;
using System.Windows.Forms;

public class CalendarColumn : DataGridViewColumn
{
    public CalendarColumn()
        : base(new CalendarCell())
    {
    }

    public override DataGridViewCell CellTemplate
    {
        get
        {
            return base.CellTemplate;
        }
        set
        {
            // Ensure that the cell used for the template is a CalendarCell.
            if (value != null &&
                !value.GetType().IsAssignableFrom(typeof(CalendarCell)))
            {
                throw new InvalidCastException("Must be a CalendarCell");
            }
            base.CellTemplate = value;
        }
    }
}

public class CalendarCell : DataGridViewTextBoxCell
{

    public CalendarCell()
        : base()
    {
        // Use the short date format.
        this.Style.Format = "d";
    }

    public override void InitializeEditingControl(int rowIndex, object
        initialFormattedValue, DataGridViewCellStyle dataGridViewCellStyle)
    {
        // Set the value of the editing control to the current cell value.
        base.InitializeEditingControl(rowIndex, initialFormattedValue,
            dataGridViewCellStyle);
        CalendarEditingControl ctl =
            DataGridView.EditingControl as CalendarEditingControl;
        ctl.Value = (DateTime)this.Value;
    }

    public override Type EditType
    {
        get
        {
            // Return the type of the editing contol that CalendarCell uses.
            return typeof(CalendarEditingControl);
        }
    }

    public override Type ValueType
    {
        get
        {
            // Return the type of the value that CalendarCell contains.
            return typeof(DateTime);
        }
    }

    public override object DefaultNewRowValue
    {
        get
        {
            // Use the current date and time as the default value.
            return DateTime.Now;
        }
    }
}

class CalendarEditingControl : DateTimePicker, IDataGridViewEditingControl
{
    DataGridView dataGridView;
    private bool valueChanged = false;
    int rowIndex;

    public CalendarEditingControl()
    {
        this.Format = DateTimePickerFormat.Short;
    }

    // Implements the IDataGridViewEditingControl.EditingControlFormattedValue 
    // property.
    public object EditingControlFormattedValue
    {
        get
        {
            return this.Value.ToShortDateString();
        }
        set
        {
            String newValue = value as String;
            if (newValue != null)
            {
                this.Value = DateTime.Parse(newValue);
            }
        }
    }

    // Implements the 
    // IDataGridViewEditingControl.GetEditingControlFormattedValue method.
    public object GetEditingControlFormattedValue(
        DataGridViewDataErrorContexts context)
    {
        return EditingControlFormattedValue;
    }

    // Implements the 
    // IDataGridViewEditingControl.ApplyCellStyleToEditingControl method.
    public void ApplyCellStyleToEditingControl(
        DataGridViewCellStyle dataGridViewCellStyle)
    {
        this.Font = dataGridViewCellStyle.Font;
        this.CalendarForeColor = dataGridViewCellStyle.ForeColor;
        this.CalendarMonthBackground = dataGridViewCellStyle.BackColor;
    }

    // Implements the IDataGridViewEditingControl.EditingControlRowIndex 
    // property.
    public int EditingControlRowIndex
    {
        get
        {
            return rowIndex;
        }
        set
        {
            rowIndex = value;
        }
    }

    // Implements the IDataGridViewEditingControl.EditingControlWantsInputKey 
    // method.
    public bool EditingControlWantsInputKey(
        Keys key, bool dataGridViewWantsInputKey)
    {
        // Let the DateTimePicker handle the keys listed.
        switch (key & Keys.KeyCode)
        {
            case Keys.Left:
            case Keys.Up:
            case Keys.Down:
            case Keys.Right:
            case Keys.Home:
            case Keys.End:
            case Keys.PageDown:
            case Keys.PageUp:
                return true;
            default:
                return false;
        }
    }

    // Implements the IDataGridViewEditingControl.PrepareEditingControlForEdit 
    // method.
    public void PrepareEditingControlForEdit(bool selectAll)
    {
        // No preparation needs to be done.
    }

    // Implements the IDataGridViewEditingControl
    // .RepositionEditingControlOnValueChange property.
    public bool RepositionEditingControlOnValueChange
    {
        get
        {
            return false;
        }
    }

    // Implements the IDataGridViewEditingControl
    // .EditingControlDataGridView property.
    public DataGridView EditingControlDataGridView
    {
        get
        {
            return dataGridView;
        }
        set
        {
            dataGridView = value;
        }
    }

    // Implements the IDataGridViewEditingControl
    // .EditingControlValueChanged property.
    public bool EditingControlValueChanged
    {
        get
        {
            return valueChanged;
        }
        set
        {
            valueChanged = value;
        }
    }

    // Implements the IDataGridViewEditingControl
    // .EditingPanelCursor property.
    public Cursor EditingPanelCursor
    {
        get
        {
            return base.Cursor;
        }
    }

    protected override void OnValueChanged(EventArgs eventargs)
    {
        // Notify the DataGridView that the contents of the cell
        // have changed.
        valueChanged = true;
        this.EditingControlDataGridView.NotifyCurrentCellDirty(true);
        base.OnValueChanged(eventargs);
    }
}

public class Form1 : Form
{
    private DataGridView dataGridView1 = new DataGridView();

    [STAThreadAttribute()]
    public static void Main()
    {
        Application.Run(new Form1());
    }

    public Form1()
    {
        this.dataGridView1.Dock = DockStyle.Fill;
        this.Controls.Add(this.dataGridView1);
        this.Load += new EventHandler(Form1_Load);
        this.Text = "DataGridView calendar column demo";
    }

    private void Form1_Load(object sender, EventArgs e)
    {
        CalendarColumn col = new CalendarColumn();
        this.dataGridView1.Columns.Add(col);
        this.dataGridView1.RowCount = 5;
        foreach (DataGridViewRow row in this.dataGridView1.Rows)
        {
            row.Cells[0].Value = DateTime.Now;
        }
    }
}

这是在MSdN找的一个例子。希望对你有帮助

columns里面找到哪一列里面有一个columnType属性选择为就行了DataGridViewCheckBoxColumn

不好意思，刚才看错了，以为是WebForm
WinForm中DataGridView控件是CS架构中用的比较频繁的一个控件，里面提供了CheckBox列的功能，
一、如果你只想DataGridView控件添加CheckBox列而不包含数据的话很简单，有两种方法：
1.设置属性：
将DataGridView列的ColumnType属性设置成DataGridViewCheckBoxColumn
2.动态添加：（参考http://msdn.microsoft.com/zh-cn/library/system.windows.forms.datagridviewcheckboxcolumn(VS.80).aspx）
        private void AddOutOfOfficeColumn()
        {
            DataGridViewCheckBoxColumn column = new DataGridViewCheckBoxColumn();
            {
                //column.HeaderText = ColumnName.OutOfOffice.ToString();
                //column.Name = ColumnName.OutOfOffice.ToString();
                column.AutoSizeMode =
                    DataGridViewAutoSizeColumnMode.DisplayedCells;
                column.FlatStyle = FlatStyle.Standard;
                column.ThreeState = true;
                column.CellTemplate = new DataGridViewCheckBoxCell(true);
                column.CellTemplate.Style.BackColor = Color.Beige;
            }
            dataGridView1.Columns.Insert(0, column);
        }
二、如果在CheckBox后面还包含数据，需要自定义了，会用到以下的几个类： 
从DataGridViewColumn继承一个新的列类型 
从DataGridViewCell继承一个新的单元类型
可以参考下面的例子（DataGridView控件页眉添加一个CheckBox控件）
http://www.codeproject.com/KB/grid/CheckBoxHeaderCell.aspx

参考一下这个：如何在一个DataGridView中的一列添加DateTimePicker控件
http://topic.csdn.net/u/20070115/15/e6cb896a-8f4b-43f8-9733-ab6c480ed656.html